The Impact of Survivorship Bias on Trading Strategy Backtest Results

by | Feb 18, 2014 | Systematic Trading

If you are a trading system developer, in all likelihood you are aware that survivorship bias plays a role in the veracity of backtest results. How much of an impact this bias has varies based on the time period over which the backtest is conducted, the constituents of the securities traded, etc. For an insight into the impact of survivorship bias I suggest you read this article by Cesar Alvarez.

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